Stuck in dark rising HQ area(I forgot the name of the region lol). Please heeeelp.

After beating Atem in Millenium City(?), right after exiting, an invisible sprite asked me if i am ready to go to dark rising hq because of the police, which, I realized, is an event that has already happened... What should I do? Will I be able to progress if I say no? And if I say no, where should I go next?